If you’re in the US, you probably have a local amateur radio club, who will be unbelievably overjoyed to have newbies express interest in their hobby. ARRL maintains a list of affiliated clubs. They’ll be able to hook you up with free or low-cost local resources.

I have no idea what the amateur radio landscape looks like outside the US, but I assume it’s at least similar.

edit: Consider tagging with “hardware” and possibly “culture”. And while this is certainly immediately adjacent to material that is on-topic, some lobsters may disagree with its presence here.

I’ve used https://hamstudy.org to study for two and a half of the tests (Amateur Extra is much more about math and engineering than the first two, which are easily memorizable). I’ve heard that the No-Nonsense Study Guides by KB6NU are legit too, but never really got in to them.

Is this what you are referring to by “SDR”? It may be because I am recovering from a cold, but I can’t seem to understand the wikipedia description. What exactly does SDR do? Is it like an arduino with radio transmit/receive capabilities?

If you want to listen to the airwaves without buying anything, there are some SDR (software defined radio - basically, it uses software to change listening frequencies, etc, instead of a physical dial) receivers that are available on the web here at http://www.websdr.org/ where you can listen and see the spectrum graphs.

There are a bunch of podcasts for amateur radio - I’ve heard the ‘solder smoke’ podcast is good but I haven’t listened. The training stuff from KN6BU linked elsewhere is good for learning. If you’ve got a local club, check them out.

What interests you about it? Being able to talk to people in far-off lands? Being able to build stuff and use it? The idea of hiking out into the woods and setting up a temporary communications center? Disaster preparedness? Something else? Hunting down radio transmitters and finding them (‘foxhunting’ is the radio equivalent of geocaching, sort of)

If you want to transmit and communicate with other folks, you should get your amateur radio license in order to do so legally and to get a callsign assigned. The Amateur Radio Relay League (ARRL) has a bunch of links to resources for getting licensed, including practice exams, at http://www.arrl.org/getting-licensed. The license exam is made up of a publicly available pool of questions that is periodically updated.